-58.7%
MARA vs BG
+7.2%
-65.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.5% | -4.4% |
| 7D | -6.5% | -3.8% | -2.8% | -6.0% |
| 30D | -38.5% | -9.6% | -28.9% | -37.6% |
| 3M | -41.5% | -8.5% | -33.0% | -41.9% |
| 6M | -41.9% | -23.0% | -18.9% | -37.9% |
| YTD | -23.5% | +10.9% | -34.4% | -37.8% |
| 1Y | -58.7% | +6.0% | -64.6% | -66.2% |
| All | -58.7% | +7.2% | -65.9% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling